Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 2 3 301 3 6 15 1,473
A complementary test for ADF test with an application to the exchange rates returns 1 1 1 226 2 6 14 1,243
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 0 31 0 2 2 97
Are Asian Real Exchange Rates Stationary? 0 0 3 408 0 1 13 1,010
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 0 1 13 576
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 1 6 900 2 8 48 2,528
Calendar anomalies in the Malaysian stock market 0 0 5 342 2 8 23 1,056
Day-of-the-week effects in selected East Asian stock markets 1 1 8 188 1 3 19 541
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 1 4 58 0 4 16 157
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 1 3 9 92 2 11 28 289
Early warning indicator of economic vulnerability 3 10 19 115 4 18 37 186
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 1 4 6 329
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 0 4 4 724
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 4 13 51 2,212 8 32 128 7,397
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 1 1 2 304 1 2 10 1,600
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 1 1 4 277 2 3 21 1,202
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 2 4 5 1,661 2 5 14 4,353
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 5 15 1,202 7 19 44 3,264
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 4 16 49 3,012 8 44 155 10,732
Fisher hypothesis: East Asian evidence from panel unit root tests 0 1 3 98 0 3 9 215
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 1 419 0 1 11 1,342
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 2 14 41 196 27 110 278 971
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 2 97 1 5 19 536
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 8 475 1 3 31 1,494
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 184 0 0 9 890
Income convergence: fresh evidence from the Nordic countries 0 0 3 47 1 1 9 143
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 1 2 90 1 2 8 262
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 1 1 574 0 2 4 2,153
Is Money Neutral In Stock Market? The Case of Malaysia 2 9 10 73 4 14 22 197
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 2 2 4 77 2 3 11 206
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 1 10 80
Linearity and stationarity of South Asian real exchange rates 1 1 3 98 1 3 11 265
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 2 5 10 84 3 7 18 229
Macroeconomic Determinants of Direct Investment Abroad of Singapore 4 8 10 30 6 34 83 174
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 9 18 200 4 18 42 517
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 3 8 127 1 3 14 311
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 1 1 2 203 3 3 13 494
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 1 1 2 483 1 2 8 1,088
On Autoregressive Order Selection Criteria 0 0 2 597 0 1 8 1,652
On Singaporean Dollar and Purchasing Power Parity 0 0 0 95 0 0 3 543
On Singaporean Dollar and Purchasing Power Parity 0 1 2 238 0 3 11 1,542
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 1 6 168 3 7 68 1,657
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 2 270 1 3 17 1,860
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 2 3 55 0 3 7 191
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 1 2 3 12 1 4 8 52
Real interest rate parity: evidence from East Asian economies relative to China 1 3 4 183 3 5 21 588
Real interest rates equalization: The case of Malaysia and Singapore 0 0 0 205 1 3 20 1,019
Revisiting the Performance of MACD and RSI Oscillators 5 10 13 30 7 16 35 78
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 5 15 110 8 18 57 395
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 7 11 20 102 10 20 58 318
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 0 9 711
Testing nonlinear convergence in Malaysia,1965-2003 0 0 1 62 1 1 8 163
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 1 3 6 405 2 7 29 1,426
The Predictability of ASEAN-5 Exchange Rates 0 0 3 362 1 3 17 1,030
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 2 2 299 0 2 3 775
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 3 169 1 2 15 686
Time series modelling and forecasting of Sarawak black pepper price 1 2 6 162 4 11 46 811
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 5 226
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 1 2 10 1,593 5 15 62 7,487
Total Working Papers 57 159 414 20,691 149 521 1,727 73,534


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 3 4 8 71 3 6 17 215
Applied International Business Conference 2008 0 0 0 0 1 2 4 15
Are Asian real exchange rates stationary? 2 2 4 128 5 7 19 410
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 2 7 15 79 4 14 39 195
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 3 11 283
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 1 1 29 1 3 7 84
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 1 2 2 24 3 9 29 161
Day-of-the-week effects in Selected East Asian stock markets 1 1 5 17 2 4 20 69
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 1 1 2 33 2 3 8 74
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 2 4 16 57
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 1 7 1 4 10 32
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 1 1 2 8 2 5 16 57
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 1 220 1 3 14 704
Impact of foreign direct investment volatility on economic growth of asean-5 countries 4 15 55 329 10 37 136 793
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 0 6 1 1 9 37
Income convergence: fresh evidence from the Nordic countries 0 0 1 15 2 3 8 69
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 4 9 20 546
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 1 2 7 16
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 2 5 81 0 5 19 295
Is money neutral in stock market? The case of Malaysia 0 4 13 92 3 12 40 287
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 1 2 6 67 4 6 14 150
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 1 39 0 1 12 152
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 3 4 7 110
Linearity and stationarity of G7 government bond returns 0 0 1 41 1 2 9 134
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 1 23 1 1 4 92
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 1 6 40 666
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 4 5 61 3 7 12 143
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 2 7 10 246
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 2 20 2 3 12 86
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 1 1 2 8 1 2 10 44
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 6 14 18 337
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 86 2 5 12 304
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 6 41 1 2 15 116
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 1 1 1 31 3 3 8 147
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 3 5 10 329
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 1 2 33 1 4 8 116
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 1 6 106 1 4 22 270
Revisiting the Performance of MACD and RSI Oscillators 2 4 18 55 7 14 55 177
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 1 1 2 9
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 0 2 7 207
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 2 4 8 19 3 9 19 54
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 2 2 2 135 4 5 10 598
Time series test of nonlinear convergence and transitional dynamics 0 0 0 57 2 5 17 173
Which Lag Length Selection Criteria Should We Employ? 28 95 199 468 107 324 846 2,056
Total Journal Articles 54 155 375 2,495 208 572 1,628 11,115


Statistics updated 2016-06-03